-19.0%
ISRG vs GWRE
-44.7%
+25.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +0.7% | -13.2% | +13.9% | +2.8% |
| 30D | -8.0% | -18.6% | +10.6% | -5.9% |
| 3M | -10.6% | +18.9% | -29.5% | -13.9% |
| 6M | -25.1% | -11.0% | -14.2% | -25.6% |
| YTD | -34.8% | -29.9% | -4.9% | -33.3% |
| 1Y | -19.0% | -44.3% | +25.3% | -15.5% |
| All | -19.0% | -44.7% | +25.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling